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Zinsen, Anleihen, Kredite, 5th Edition by Klaus Spremann, Pascal Gantenbein

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Verzeichnisse

Literatur

 

Zu Kapitel 1 über Kredit und Anleihe

 

FRANCIS A. LONGSTAFF: How Much Can Marketability Affect Security Values? Journal of Finance 46 (1995), pp. 1411-1425. ALEXANDER KEMPF: Was messen Liquiditätsmaße? Die Betriebswirtschaft 58 (1998), pp. 299-311.

 

 

Zu Kapitel 2 über Wert und Zinsstruktur

HERMANN SCHULTE-MATTLER und WOLFGANG TYSIAK: Interpolation von Renditen mit Hilfe natürlicher Splines. Die Bank (Dezember 1998), pp. 772-777.

 

STEPHEN M. SCHAEFER: The Problem with Redemption Yields. Financial Analysts Journal 33 (1977) 4, pp. 59-67.

 

 

Zu Kapitel 3 über Geld- und Kapitalmarkt

 

MOORAD CHOUDHRY: An Introduction to Repo Markets. 3. Auflage, Wiley, Chichester 2006.

 

GORDON H. SELLON: Expectations and the Monetary ...

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